Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530)
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scientific article; zbMATH DE number 7534722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process |
scientific article; zbMATH DE number 7534722 |
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Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (English)
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31 May 2022
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exchange rates
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integrated time series
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market volatility
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semiparametric varying coefficient models
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volatility spillover effect
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